Sumários
Parameter estimation for statioanry ARMA models
6 Novembro 2018, 11:30 • Kamil Feridun Turkman
full and conditional Gaussian likelihood for ARMA models
exercises in identifying models
31 Outubro 2018, 13:00 • Kamil Feridun Turkman
using the ITSM software, identify models for different time series
Identification of models for observed time series
31 Outubro 2018, 11:30 • Kamil Feridun Turkman
properties of correlation and partial correlation functions of SARIMA models, properties of estimated correlation partial auto correlation functions and their comparison
Exercises on the general SARIMA models
30 Outubro 2018, 13:00 • Kamil Feridun Turkman
Writing SARIMA models in difference equations, studying their correlation structures using the ITSM software
Modeling time series
30 Outubro 2018, 11:30 • Kamil Feridun Turkman
general steps of modeling time series, identification estimation and diagnostic methods